"CBI-time-changed Lévy processes for multi-currency modeling."

Claudio Fontana, Alessandro Gnoatto, Guillaume Szulda (2024)

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DOI: 10.1007/S10479-022-04982-Z

access: open

type: Journal Article

metadata version: 2024-10-06

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Claudio Fontana, Alessandro Gnoatto, Guillaume Szulda:
CBI-time-changed Lévy processes for multi-currency modeling. Ann. Oper. Res. 336(1-2): 127-152 (2024)

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